Search Results - subject:"Optimization"

R&D project portfolio selection using the Iterative Trichotomic Approach in order to study how subjectivity of the weights is reflected in the selected projects of the final portfolio

Mavrotas, George; Makryvelios, Evangelos - In: Operational research : an international journal 23 (2023) 3, pp. 1-18

Persistent link: https://www.econbiz.de/10014364573

Mean-Variance-VaR portfolios : MIQP formulation and performance analysis

Cesarone, Francesco; Martino, Manuel L.; Tardella, Fabio - In: OR spectrum : quantitative approaches in management 45 (2023) 3, pp. 1043-1069

Persistent link: https://www.econbiz.de/10014328733

Portfolio selection : should investors include crypto-assets?: a multiobjective approach

Youssef, Meriem; Ben Naoua, Bouthaina; Ben Abdelaziz, Fouad - In: International transactions in operational research : a … 30 (2023) 5, pp. 2620-2639

Persistent link: https://www.econbiz.de/10014261172

A combined AHP-PROMETHEE approach for portfolio performance comparison

Sikalo, Mirza; Arnaut-Berilo, Almira; Delalic, Adela - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-15

Comparing portfolio performance is complex due to the fact that each model is dominant in its own risk space. Since there is no single dominant performance measure, the research problem is how to incorporate several different measures into a performance evaluation model that allows portfolios to...

Persistent link: https://www.econbiz.de/10014284635

Credit portfolio optimization : a multi-objective genetic algorithm approach

Wang, Zhi; Zhang, Xuan; Zhang, Zhekai; Sheng, Dachen - In: Borsa Istanbul Review 22 (2022) 1, pp. 69-76

The algorithm for optimization of a credit portfolio has not been fully demonstrated. This paper fills the gap in the … with the purpose of overcoming limitations in the analytical method and improving the efficiency of optimization. The …

Persistent link: https://www.econbiz.de/10012817974

Multicriteria asset allocation in practice

Dächert, Kerstin; Grindel, Ria; Leoff, Elisabeth; … - In: OR spectrum : quantitative approaches in management 44 (2022) 2, pp. 349-373

Persistent link: https://www.econbiz.de/10013277563

Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths

Qi, Yue; Liao, Kezhi; Liu, Tongyang; Zhang, Yu - In: Operations research perspectives 9 (2022), pp. 1-16

perform robust optimization. Specifically, we analytically compute the optimal solutions as a trail of an optimal portfolio …-objective portfolio optimization. To the best of our knowledge, there is limited research for multiple-objective portfolio selection of … COVID and for the robust optimization of multiple-objective portfolio selection. In such an area, this paper contributes to …

Persistent link: https://www.econbiz.de/10014447642

Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths

Qi, Yue; Liao, Kezhi; Liu, Tongyang; Zhang, Yu - In: Operations research perspectives 9 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014245480

Handling of constraints in multiobjective blackbox optimization

Bigeon, Jean; Le Digabel, Sébastien; Salomon, Ludovic - 2022

Persistent link: https://www.econbiz.de/10013269878

Multi-objective flexible job shop scheduling based on feature information optimization algorithm

Guo, Zeyin; Wei, Lixin; Zhang, Jinlu; Hu, Ziyu; Sun, Hao; … - In: Computers & operations research : an international journal 179 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015338571